-12.6%
CELH vs DAR
-6.7%
-5.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -3.1% |
| 7D | -15.8% | +0.9% | -16.7% | -16.1% |
| 30D | -5.2% | +6.4% | -11.6% | -7.6% |
| 3M | -6.1% | +13.2% | -19.4% | -11.4% |
| 6M | -40.9% | +26.2% | -67.0% | -47.0% |
| YTD | -41.8% | +84.4% | -126.1% | -55.3% |
| 1Y | -52.6% | +112.0% | -164.7% | -65.9% |
| 3Y | -60.4% | +13.4% | -73.7% | -63.5% |
| 5Y | -12.6% | -6.0% | -6.6% | -10.3% |
| All | -12.6% | -6.7% | -5.9% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling